Photoshop Layer Windows Not Appearing

I put a drop shadow on a layer by going to layer, drop shadow on the tool bar.

Then I normally double click on the "effects" tab or the "drop shadow" tab under the specfic layer in the layers pop up window.

However, when I do that, I don't get access to a pop up box that allows me to change opacity of the drop (or have access to other layer effects, like color, other effects like emboss, etc.) like I normally would.

No, instead, a circle with a slash through it (not allowed symbol) appears for a split second, and then the only thing I can do with my pointer is use it to move the shadow around.

Access to all other tools becomes blocked until I hit the return key to register the change to the layer, and then I am back.

But what happened to the pop up box that allows me to alter color, etc. to the specific effect I've chosen (in this case drop shadow)?

I went under view windows and I don't see any special window for this.